DynEcon

### a)
```{r ex1a}
fedfunds <- ts(DynamicEconometrics[,2], start = c(1959, 01), frequency = 12)
autoplot(fedfunds)

cpiaucsl <- ts(DynamicEconometrics[,3], start = c(1959, 01), frequency = 12)
autoplot(cpiaucsl)
```
### b)
```{r ex1b}
diff_fedfunds <- 100*diff(fedfunds)
autoplot(diff_fedfunds)
```
### c)
```{r ex1c}
library('readxl')# To read Excel files
library('fpp2')# For forecasting
library('tseries')# To estimate ARMA models
library('urca')# For the Dickey Fuller test

adf.test(fedfunds, alternative="stationary", k=0)
adf.test(log(fedfunds), alternative="stationary", k=0)
adf.test(diff(fedfunds), alternative="stationary", k=0)
```
### d)
```{r ex1d}
diffsquaredlog_cpiaucsl <- 100*diff(diff(log(cpiaucsl)))
autoplot(diffsquaredlog_cpiaucsl)
```

### e)
```{r ex1e}
adf.test(cpiaucsl, alternative="stationary", k=0)
adf.test(log(cpiaucsl), alternative="stationary", k=0)
adf.test(diff(cpiaucsl), alternative="stationary", k=0)
adf.test(diff(log(cpiaucsl)), alternative="stationary", k=0)
adf.test(diff(diff(log(cpiaucsl))), alternative="stationary", k=0)

autoplot(cpiaucsl)
autoplot(log(cpiaucsl))
autoplot(diff(cpiaucsl))
autoplot(diff(log(cpiaucsl)))
```